
arXiv: 2311.11575
We propose a simple multivariate normality test based on Kac-Bernstein's characterization, which can be conducted by utilising existing statistical independence tests for sums and differences of data samples. We also perform its empirical investigation, which reveals that for high-dimensional data, the proposed approach may be more efficient than the alternative ones. The accompanying code repository is provided at \url{https://shorturl.at/rtuy5}.
6 pages, 1 figure
Methodology (stat.ME), FOS: Computer and information sciences, Computer Science - Machine Learning, Statistics - Methodology, Machine Learning (cs.LG)
Methodology (stat.ME), FOS: Computer and information sciences, Computer Science - Machine Learning, Statistics - Methodology, Machine Learning (cs.LG)
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